Speaking from experience, there are tons of opportunities out there in various aspects of your (and my) industry, if it's anything like it is here. Subcontractors, suppliers, GC's are more than willing to give an experienced manager a nice position.

There are pros and cons to starting up your business as I'm sure you are aware. I did my final term paper on that subject when I graduated in '95 (CM degree). Alot has changed but the obstacles are still there. Bonding capacity is a big concern and getting bigger with the economy as it is.

Good luck in whatever you choose.